Mr Puigdemont, who is wanted in Spain for sedition and rebellion, was held crossing from Denmark on the way to Belgium, his lawyer said.
Mr Puigdemont had been on a visit to Finland since Thursday.
He has been living in self-imposed exile in Belgium since Catalonia’s parliament unilaterally declared independence from Spain in October.
The charges of rebellion and sedition that Mr Puigdemont faces in Spain could result in 30 years in prison.
He slipped out of Finland on Friday before authorities could arrest him.